Timo Wiedemann

University of Münster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

848

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Recovering Missing Firm Characteristics with Attention-Based Machine Learning

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 65 Posted: 10 Jan 2022 Last Revised: 23 Jan 2023
Heiner Beckmeyer and Timo Wiedemann
University of Münster and University of Münster - Finance Center Muenster
Downloads 654 (68,283)
Citation 1

Abstract:

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Machine Learning, Missing Data, Big Data, Risk Factors

2.

Quantifying the Beta Estimation Bias and its Implications for Empirical Asset Pricing

Number of pages: 51 Posted: 04 Aug 2022 Last Revised: 21 Aug 2023
Timo Wiedemann
University of Münster - Finance Center Muenster
Downloads 194 (259,290)

Abstract:

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Measurement error, Asynchronous trading, Beta estimation, Bias correction, Slow information diffusion